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From |
"Maarten Buis" <M.Buis@fsw.vu.nl> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: marginal effects for user defined programs |

Date |
Tue, 4 Oct 2005 17:51:08 +0200 |

Dear Paul: You could probably use Scott long's -prchange- command as a template. It calculates marginal effects without sending predicted values to -mfx-, which makes it faster and more precise (-mfx- produces numerical approximations). Not that the precision really matters, imprecision introduced by the numerical approximation is likely to be completely drowned by the imprecision due to problems in our data. More important is that coding is easier if you have a working template to compare it with. You might also be interested in the thread on statalist started with http://www.stata.com/statalist/archive/2004-11/msg00128.html . Hope this helps, Maarten -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Paul James Sent: dinsdag 4 oktober 2005 17:27 To: statalist@hsphsun2.harvard.edu Subject: st: marginal effects for user defined programs Statalist, I am using a user defined program (called reoprob) which runs a random effects ordered probit model (the dependent variable, y, takes on 5 values). Because the program is user defined, I need to write a function to get the marginal effects that I want. To do this, I wrote one do file program that calls upon a predict option called mypredict. program define myreoprob, eclass reoprob wagecat inc female, i(id) estimates local cmd='myreoprob' estimates local predict='mypredict' end The next step is to define and run a program called mypredict. From what I understand, ultimately I want to use the mfx command, and it will automatically go to mypredict to find the function it needs to take the derivative of. In my case, I want prob(wagecat=0) = prob(xb + u < cut1) = prob(u < cut1 - xb) = normprob(cut1 - xb) Now the marginal effects for continuous regressors should be the derivative of this with respect to that continuous regressor, while the marginal effect for discrete regressors should be the difference: prob(y=0 | discrete regressor = 1, all other regressors at their means) - prob(y=0 | discrete regressor = 0, all other regressors at their means) Can you help me with this mypredict program, as well as what to type in the command box after the mypredict program is run, so that it will calculate marginal effects after the reoprob estimation. Yours, Paul _________________________________________________________________ Express yourself instantly with MSN Messenger! Download today - it's FREE! http://messenger.msn.click-url.com/go/onm00200471ave/direct/01/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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